Citi user here - i use the local atm (eg old and new airports, atm on sukhumvit area, etc.) with my citicard and the rates are fairly competitive. When i return home to check bank statement and compare the fx rate used, say compare to what amex charges for my hotels, they're very close. And when i compare to what money lenders offer, not much difference either.

Depending on your withdrawal amount, making a special trip to a citi atm isn't necessary....

OT but since OP based in KL, when i land at airport, right after immigration (before luggage carousels), there's a money exchanger and a MayBank atm. Use my citi card at that atm and also get good rate!

POV